Latent Stick-Breaking Processes

DOI10.1198/jasa.2010.tm08241zbMath1392.60050OpenAlexW2061068931WikidataQ36734630 ScholiaQ36734630MaRDI QIDQ5255297

Alan E. Gelfand, Abel Rodríguez, David B. Dunson

Publication date: 15 June 2015

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10161/4401

zbMATH Keywords

option pricingnonparametric Bayesrandom probability measurepoint-referenced countsrandom stochastic processes.

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of statistics to environmental and related topics (62P12) Bayesian inference (62F15) Random measures (60G57) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

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